Risk models with premiums adjusted to claims number
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Publication:896749
DOI10.1016/J.INSMATHECO.2015.09.001zbMATH Open1348.91160OpenAlexW1773784542MaRDI QIDQ896749FDOQ896749
Authors: Bo Li, Weihong Ni, Corina Constantinescu 
Publication date: 14 December 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.09.001
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Cites Work
- Ruin probabilities
- A Characterization of the Gamma Distribution
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- Probability of ruin with variable premium rate in a Markovian environment
- Risk processes with dependence and premium adjusted to solvency targets
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- Ruin probabilities in classical risk models with gamma claims
- The History of ASTIN. Invited Lecture at the 50 Years Anniversary of ASTIN
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Cited In (7)
- A new uncertain insurance model with variational lower limit
- Actuarial Modelling of Claim Counts
- MEASURING THE IMPACT OF A BONUS-MALUS SYSTEM IN FINITE AND CONTINUOUS TIME RUIN PROBABILITIES FOR LARGE PORTFOLIOS IN MOTOR INSURANCE
- Probabilistic approach to risk processes with level-dependent premium rate
- INSURANCE RISK WITH VARIABLE NUMBER OF POLICIES
- An uncertain alternating renewal insurance risk model
- Discrete-time risk models with surplus-dependent premium corrections
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